Open a plain text editor (such as notepad) copy the code and paste it into a new text file. Save it somewhere you can easily find it later. Important: be sure to change the file extension from "txt" to "vb". In NX, go to menu -> tools -> journal -> play... and browse to your file then "run" it.
Your screenshot does not look like a standard NX parts list to me. Is that from NX or a spreadsheet? Are you using an add-on to NX such as moldwizard?
One of your parts list columns will need to be set to use the "callout". Select the column that you want to use for the callout, edit the settings, and select the "callout" option for the column category.